+112.7%
ROST vs SBAC
-40.1%
+152.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +3.2% | +3.6% | -0.5% | +2.5% |
| 30D | +7.4% | +4.9% | +2.5% | +6.4% |
| 3M | -6.1% | +6.5% | -12.5% | -7.3% |
| 6M | +6.2% | -11.1% | +17.3% | +8.4% |
| YTD | +33.4% | +0.9% | +32.5% | +31.9% |
| 1Y | +48.8% | -1.6% | +50.4% | +47.9% |
| 3Y | +99.5% | -7.0% | +106.5% | +96.9% |
| 5Y | +112.7% | -39.2% | +151.9% | +135.8% |
| All | +112.7% | -40.1% | +152.8% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling